+206.4%
HD vs MDLZ
+86.5%
+119.9%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | 0.0% | +1.0% | +1.0% |
| 7D | -3.8% | +1.9% | -5.7% | -4.8% |
| 30D | -9.4% | +0.4% | -9.9% | -9.7% |
| 3M | -4.6% | -0.6% | -4.0% | -4.7% |
| 6M | -10.1% | +14.7% | -24.8% | -17.0% |
| YTD | -8.3% | +18.0% | -26.3% | -16.9% |
| 1Y | -25.0% | +4.1% | -29.1% | -27.5% |
| 3Y | +1.5% | -4.6% | +6.1% | +0.6% |
| 5Y | +5.6% | +18.4% | -12.8% | -10.0% |
| All | +206.4% | +86.5% | +119.9% | +113.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MDLZ.
Daily Out/Under-Performance
Portfolio return minus MDLZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDLZ return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded MDLZ wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling